+1,225.9%
UMC vs ILMN
+64.4%
+1,161.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.7% |
| 7D | -8.3% | -9.8% | +1.5% | -5.5% |
| 30D | -34.5% | -22.7% | -11.8% | -30.0% |
| 3M | -20.0% | +12.1% | -32.0% | -23.1% |
| 6M | -0.7% | +51.5% | -52.2% | -11.8% |
| YTD | +94.7% | +63.9% | +30.9% | +68.6% |
| 1Y | +106.0% | +76.6% | +29.4% | +74.7% |
| 3Y | +124.3% | +124.6% | -0.3% | +68.1% |
| 5Y | +78.0% | -42.7% | +120.7% | +90.3% |
| 10Y | +1,225.9% | +59.7% | +1,166.3% | +1,106.4% |
| All | +1,225.9% | +64.4% | +1,161.5% | +1,106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling